+152.5%
VMC vs BAH
+186.6%
-34.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -5.3% | -1.3% | -4.0% | -5.1% |
| 30D | -12.3% | -6.6% | -5.6% | -11.0% |
| 3M | -10.3% | -7.2% | -3.1% | -9.2% |
| 6M | -8.6% | -10.0% | +1.4% | -7.2% |
| YTD | -11.9% | -12.5% | +0.6% | -10.5% |
| 1Y | -13.9% | -27.9% | +14.0% | -8.9% |
| 3Y | +18.2% | -31.4% | +49.6% | +21.9% |
| 5Y | +47.7% | -3.2% | +51.0% | +36.9% |
| 10Y | +152.5% | +191.5% | -39.0% | +57.2% |
| All | +152.5% | +186.6% | -34.1% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling